******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230619_204703 produced at 2023-06-19 21:38:29.664657 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== Optimal positions ====================================================================================================================================================================================================================================================================================== dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v1 US10U False False 0.04 -0.39 -0.50 0.0 42991016.54 -42991016.54 -0.39 -0.52 -11.66 999999999.0 -9 -12 caleb_strategy_v1 VIX False False 0.01 -0.12 -0.23 0.0 6879465.46 -6879465.46 -0.12 -0.12 -33.31 999999999.0 -18 -18 caleb_strategy_v1 CHF False False 0.05 -0.10 -0.19 0.0 50833110.62 -50833110.62 -0.10 -0.15 -3.66 999999999.0 -2 -3 caleb_strategy_v1 JPY False False 0.03 -0.39 -0.18 0.0 32246365.84 -32246365.84 -0.39 -0.39 -5.57 999999999.0 -12 -12 caleb_strategy_v1 US20 False False 0.05 0.00 -0.17 0.0 0.00 -0.00 0.00 0.00 -3.71 0.0 0 0 caleb_strategy_v1 US5 False False 0.04 -0.35 -0.16 0.0 38931161.39 -38931161.39 -0.35 -0.35 -3.98 999999999.0 -9 -9 caleb_strategy_v1 EUR False False 0.05 -0.25 -0.14 0.0 49524025.99 -49524025.99 -0.25 -0.25 -2.75 999999999.0 -5 -5 caleb_strategy_v1 GOLD_micro False False 0.01 -0.11 -0.09 0.0 7116725.77 -7116725.77 -0.11 -0.11 -12.06 999999999.0 -16 -15 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 40829898.37 -40829898.37 0.00 0.00 -1.99 999999999.0 0 0 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.06 0.0 52931979.92 -52931979.92 0.00 0.00 -1.07 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 0.00 -0.05 0.0 43005687.32 -43005687.32 0.00 0.00 -1.15 999999999.0 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.03 0.0 11686063.12 -11686063.12 -0.02 -0.01 -2.43 999999999.0 -2 -1 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.03 0.0 11566891.28 -11566891.28 -0.07 -0.07 -2.58 999999999.0 -6 -6 caleb_strategy_v1 CRUDE_W False False 0.03 -0.03 -0.02 0.0 25614723.64 -25614723.64 -0.03 -0.03 -0.63 999999999.0 -1 -1 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.02 0.0 37751473.00 -37751473.00 -0.04 -0.04 -0.52 999999999.0 -1 -1 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 22073875.40 -22073875.40 0.00 0.00 -1.13 999999999.0 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 14194991.53 -14194991.53 0.00 0.00 -0.38 999999999.0 0 0 caleb_strategy_v1 GAS_US False False 0.01 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -1.26 0.0 0 0 caleb_strategy_v1 BITCOIN False False 0.00 -0.02 -0.01 0.0 958430.52 -958430.52 -0.02 -0.02 -12.90 999999999.0 -23 -23 caleb_strategy_v1 GASOIL False False 0.03 -0.05 -0.01 0.0 25766396.89 -25766396.89 -0.05 -0.05 -0.50 999999999.0 -2 -2 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.14 0.0 0 0 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 50954990.91 -50954990.91 0.00 0.00 -0.14 999999999.0 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 15113156.41 -15113156.41 0.00 0.00 0.16 999999999.0 0 0 caleb_strategy_v1 SOYMEAL False False 0.01 -0.01 -0.00 0.0 14578688.75 -14578688.75 -0.01 -0.01 -0.28 999999999.0 -1 -1 caleb_strategy_v1 SUGAR11 False False 0.01 0.03 0.00 0.0 10552413.88 -10552413.88 0.03 0.04 0.40 999999999.0 3 4 caleb_strategy_v1 US30 False False 0.05 -0.15 0.00 0.0 49316378.08 -49316378.08 -0.15 -0.05 0.00 999999999.0 -3 -1 caleb_strategy_v1 WHEAT False False 0.01 -0.05 -0.00 0.0 12923825.21 -12923825.21 -0.05 -0.05 -0.03 999999999.0 -4 -4 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.00 0.0 17337335.81 -17337335.81 0.00 0.00 0.04 999999999.0 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 24477625.64 -24477625.64 0.00 0.00 0.12 999999999.0 0 0 caleb_strategy_v1 CORN False False 0.01 0.08 0.01 0.0 10788663.03 -10788663.03 0.08 0.09 1.12 999999999.0 7 8 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 17828829.92 -17828829.92 0.00 0.00 0.45 999999999.0 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12554211.94 -12554211.94 0.00 0.00 0.95 999999999.0 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.01 0.01 0.0 14815226.81 -14815226.81 0.01 0.01 0.45 999999999.0 1 1 caleb_strategy_v1 COPPER False False 0.04 0.00 0.02 0.0 35024785.13 -35024785.13 0.00 0.00 0.58 999999999.0 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 10039324.93 -10039324.93 0.02 0.02 1.96 999999999.0 2 2 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3917937.93 -3917937.93 0.00 0.00 5.76 999999999.0 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.03 0.0 24785937.64 -24785937.64 0.00 0.00 1.35 999999999.0 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 22377221.91 -22377221.91 0.00 0.00 1.15 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.04 0.0 6454811.34 -6454811.34 0.00 0.00 5.71 999999999.0 0 0 caleb_strategy_v1 LIVECOW False False 0.02 0.00 0.04 0.0 24805799.62 -24805799.62 0.00 0.00 1.49 999999999.0 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.04 0.0 6246771.32 -6246771.32 0.00 0.00 6.77 999999999.0 0 0 caleb_strategy_v1 GBP False False 0.03 0.29 0.05 0.0 28876601.42 -28876601.42 0.29 0.29 1.76 999999999.0 10 10 caleb_strategy_v1 CAC False False 0.03 0.06 0.05 0.0 0.00 -0.00 0.06 0.03 1.85 0.0 2 1 caleb_strategy_v1 SP500 False False 0.08 0.00 0.05 0.0 0.00 -0.00 0.00 0.00 0.60 0.0 0 0 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.06 0.0 0.00 -0.00 0.00 0.00 0.56 0.0 0 0 caleb_strategy_v1 MXP False False 0.01 0.00 0.06 0.0 10375172.85 -10375172.85 0.00 0.00 5.77 999999999.0 0 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.06 0.0 24236122.10 -24236122.10 0.02 0.05 2.50 999999999.0 1 2 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.07 0.0 3423301.46 -3423301.46 0.00 0.00 19.64 999999999.0 0 0 caleb_strategy_v1 CAD False False 0.03 0.00 0.08 0.0 27364382.97 -27364382.97 0.00 0.00 2.90 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.05 0.14 0.08 0.0 45706444.84 -45706444.84 0.14 0.14 1.75 999999999.0 3 3 caleb_strategy_v1 OAT False False 0.05 0.00 0.09 0.0 50278668.68 -50278668.68 0.00 0.00 1.81 999999999.0 0 0 caleb_strategy_v1 SP400 False False 0.09 0.94 0.09 0.0 94207147.27 -94207147.27 0.94 0.94 0.95 999999999.0 10 10 caleb_strategy_v1 BOBL False False 0.05 0.00 0.14 0.0 45599838.59 -45599838.59 0.00 0.00 3.18 999999999.0 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.18 0.0 0.00 0.00 0.00 0.00 5.64 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.05 0.26 0.29 0.0 52308135.91 -52308135.91 0.26 0.26 5.60 999999999.0 5 5 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.41 0.0 8499981.36 -8499981.36 0.00 0.11 48.53 999999999.0 0 13 Risk overlay Config {'max_risk_fraction_normal_risk': 1.4, 'max_risk_fraction_stdev_risk': 3.6, 'max_risk_leverage': 13.0, 'max_risk_limit_sum_abs_risk': 3.4} Percentage vol target 25.0 Normal risk 21.6 Shocked risk 60.7 Sum abs risk 53.5 Leverage 4.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2769110.49, 'annual_cash_vol_target': 692277.6225, 'daily_cash_vol_target': 43267.35140625} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6864 0.6386 10.2177 BITCOIN 825.1418 26540.0000 3.1090 49.7448 BOBL 0.3136 115.4900 0.2715 4.3447 BTP 0.6790 115.7600 0.5865 9.3843 BUND 0.6086 132.4800 0.4594 7.3504 BUXL 1.4507 134.0600 1.0821 17.3143 CAC 58.5534 7383.0000 0.7931 12.6893 CAD 0.0031 0.7578 0.4103 6.5653 CANOLA 9.3829 716.4000 1.3097 20.9556 CHF 0.0056 1.1261 0.4969 7.9506 COCOA 33.8587 3236.0000 1.0463 16.7410 COFFEE 3.4042 180.7500 1.8834 30.1341 COPPER 0.0444 3.8795 1.1445 18.3116 CORN 9.0257 597.5000 1.5106 24.1692 COTTON2 1.2773 82.0500 1.5568 24.9080 CRUDE_W 1.3597 70.9300 1.9170 30.6724 DAX 126.3142 16348.0000 0.7727 12.3625 DOW 237.5358 34596.0000 0.6866 10.9856 EUR 0.0051 1.0971 0.4625 7.3993 EUROSTX 37.2827 4391.0000 0.8491 13.5851 FEEDCOW 1.7049 238.1750 0.7158 11.4528 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.2008 713.5000 1.8501 29.6023 GAS_US 0.0972 2.7020 3.5978 57.5646 GBP 0.0068 1.2794 0.5288 8.4614 GOLD_micro 14.9814 1970.7000 0.7602 12.1633 HEATOIL 0.0447 2.4890 1.7970 28.7520 JPY 0.0000 0.0071 0.6016 9.6257 LEANHOG 1.6101 80.0750 2.0107 32.1719 LIVECOW 1.3304 171.7250 0.7747 12.3956 MXP 0.0003 0.0575 0.5576 8.9212 NASDAQ 129.4586 15300.7500 0.8461 13.5375 NIKKEI 323.1234 33330.0000 0.9695 15.5115 NZD 0.0044 0.6196 0.7155 11.4484 OAT 0.6058 127.3400 0.4757 7.6115 OJ 4.7884 262.0500 1.8273 29.2368 PALLAD 28.5707 1411.0000 2.0249 32.3977 PLAT 15.7484 987.4000 1.5949 25.5190 REDWHEAT 15.5682 837.0000 1.8600 29.7600 ROBUSTA 33.8768 2780.0000 1.2186 19.4975 RUSSELL 22.5520 1895.9000 1.1895 19.0322 SILVER-mini 0.3405 24.4500 1.3926 22.2818 SOYBEAN 17.5962 1342.2500 1.3109 20.9751 SOYMEAL 5.8159 403.7000 1.4407 23.0505 SOYOIL 0.9537 57.9400 1.6460 26.3361 SP400 26.0259 2608.7000 0.9977 15.9625 SUGAR11 0.3557 26.0900 1.3633 21.8133 US10 0.4771 113.0625 0.4220 6.7517 US10U 0.6300 119.0469 0.5292 8.4673 US20 0.8817 127.3750 0.6922 11.0754 US30 1.2420 136.5625 0.9095 14.5514 US5 0.3242 107.8047 0.3007 4.8115 VIX 0.5036 19.0500 2.6433 42.2935 WHEAT 12.4440 715.7500 1.7386 27.8175 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 686.35 0.64 438.31 1.00 438.31 43267.35 98.71 8.33 82.24 BITCOIN 26.54 3.11 82.51 1.00 82.51 43267.35 524.36 -10.15 -532.31 BOBL 1154.90 0.27 313.60 1.09 343.18 43267.35 126.08 3.39 42.80 BTP 1157.60 0.59 678.96 1.09 742.98 43267.35 58.23 14.46 84.23 BUND 1324.80 0.46 608.61 1.09 666.00 43267.35 64.97 11.61 75.46 BUXL 1340.60 1.08 1450.73 1.09 1587.53 43267.35 27.25 -4.53 -12.34 CAC 738.30 0.79 585.53 1.09 633.46 43267.35 68.30 9.35 63.87 CAD 757.75 0.41 310.93 1.00 310.93 43267.35 139.16 11.34 157.83 CANOLA 143.28 1.31 187.66 0.76 141.90 43267.35 304.92 20.00 609.85 CHF 1407.62 0.50 699.47 1.00 699.47 43267.35 61.86 -15.36 -95.03 COCOA 323.60 1.05 338.59 1.00 338.59 43267.35 127.79 -8.48 -108.37 COFFEE 677.81 1.88 1276.58 1.00 1276.58 43267.35 33.89 2.76 9.36 COPPER 969.88 1.14 1110.00 1.00 1110.00 43267.35 38.98 5.25 20.47 CORN 298.75 1.51 451.28 1.00 451.28 43267.35 95.88 12.55 120.28 COTTON2 410.25 1.56 638.66 1.00 638.66 43267.35 67.75 4.29 29.07 CRUDE_W 709.30 1.92 1359.74 1.00 1359.74 43267.35 31.82 -1.46 -4.65 DAX 163.48 0.77 126.31 1.09 138.23 43267.35 313.02 3.27 102.29 DOW 172.98 0.69 118.77 1.00 118.77 43267.35 364.30 6.34 230.86 EUR 1371.38 0.46 634.20 1.00 634.20 43267.35 68.22 -10.46 -71.34 EUROSTX 439.10 0.85 372.83 1.09 407.98 43267.35 106.05 0.12 1.29 FEEDCOW 1190.88 0.72 852.43 1.00 852.43 43267.35 50.76 -8.21 -41.65 FTSE100 707.00 0.82 576.59 1.28 666.67 43267.35 64.90 8.20 53.21 GASOIL 713.50 1.85 1320.08 1.00 1320.08 43267.35 32.78 -2.06 -6.76 GAS_US 270.20 3.60 972.12 1.00 972.12 43267.35 44.51 -18.23 -81.12 GBP 799.62 0.53 422.87 1.00 422.87 43267.35 102.32 9.37 95.86 GOLD_micro 197.07 0.76 149.81 1.00 149.81 43267.35 288.81 -18.14 -524.03 HEATOIL 1045.38 1.80 1878.55 1.00 1878.55 43267.35 23.03 -3.07 -7.06 JPY 892.94 0.60 537.20 1.00 537.20 43267.35 80.54 -10.39 -83.67 LEANHOG 320.30 2.01 644.04 1.00 644.04 43267.35 67.18 -7.99 -53.71 LIVECOW 686.90 0.77 532.16 1.00 532.16 43267.35 81.31 6.65 54.08 MXP 287.30 0.56 160.19 1.00 160.19 43267.35 270.10 16.96 458.13 NASDAQ 3060.15 0.85 2589.17 1.00 2589.17 43267.35 16.71 5.99 10.01 NIKKEI 33330.00 0.97 32312.34 0.01 229.65 43267.35 188.40 13.18 248.38 NZD 619.65 0.72 443.38 1.00 443.38 43267.35 97.59 7.16 69.89 OAT 1273.40 0.48 605.78 1.09 662.91 43267.35 65.27 13.33 86.99 OJ 393.08 1.83 718.26 1.00 718.26 43267.35 60.24 -3.50 -21.08 PALLAD 1411.00 2.02 2857.07 1.00 2857.07 43267.35 15.14 -3.70 -5.61 PLAT 493.70 1.59 787.42 1.00 787.42 43267.35 54.95 3.29 18.10 REDWHEAT 418.50 1.86 778.41 1.00 778.41 43267.35 55.58 5.30 29.44 ROBUSTA 278.00 1.22 338.77 1.00 338.77 43267.35 127.72 11.53 147.28 RUSSELL 94.80 1.19 112.76 1.00 112.76 43267.35 383.71 9.61 368.71 SILVER-mini 611.25 1.39 851.23 1.00 851.23 43267.35 50.83 -9.62 -48.91 SOYBEAN 671.12 1.31 879.81 1.00 879.81 43267.35 49.18 8.39 41.24 SOYMEAL 403.70 1.44 581.59 1.00 581.59 43267.35 74.39 -0.62 -4.61 SOYOIL 347.64 1.65 572.22 1.00 572.22 43267.35 75.61 13.35 100.93 SP400 2608.70 1.00 2602.59 1.00 2602.59 43267.35 16.62 10.76 17.89 SUGAR11 292.21 1.36 398.38 1.00 398.38 43267.35 108.61 2.62 28.41 US10 1130.62 0.42 477.10 1.00 477.10 43267.35 90.69 -5.57 -50.52 US10U 1190.47 0.53 630.01 1.00 630.01 43267.35 68.68 -11.33 -77.82 US20 1273.75 0.69 881.70 1.00 881.70 43267.35 49.07 -9.97 -48.95 US30 1365.62 0.91 1241.99 1.00 1241.99 43267.35 34.84 0.01 0.04 US5 1078.05 0.30 324.19 1.00 324.19 43267.35 133.46 -7.56 -100.91 VIX 190.50 2.64 503.56 1.00 503.56 43267.35 85.92 -20.00 -171.85 WHEAT 357.88 1.74 622.20 1.00 622.20 43267.35 69.54 -0.66 -4.61 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 82.244 0.007 2.5 1.352 BITCOIN -532.313 0.010 2.5 -12.901 BOBL 42.799 0.030 2.5 3.177 BTP 84.229 0.008 2.5 1.750 BUND 75.456 0.030 2.5 5.601 BUXL -12.339 0.035 2.5 -1.065 CAC 63.872 0.012 2.5 1.847 CAD 157.828 0.007 2.5 2.899 CANOLA 609.846 0.004 2.5 5.758 CHF -95.028 0.015 2.5 -3.658 COCOA -108.367 0.009 2.5 -2.428 COFFEE 9.357 0.005 2.5 0.125 COPPER 20.465 0.011 2.5 0.575 CORN 120.284 0.004 2.5 1.116 COTTON2 29.071 0.006 2.5 0.450 CRUDE_W -4.652 0.054 2.5 -0.632 DAX 102.287 0.022 2.5 5.714 DOW 230.856 0.012 2.5 6.767 EUR -71.344 0.015 2.5 -2.746 EUROSTX 1.289 0.012 2.5 0.037 FEEDCOW -41.647 0.011 2.5 -1.151 FTSE100 53.209 0.042 2.5 5.642 GASOIL -6.756 0.029 2.5 -0.496 GAS_US -81.120 0.006 2.5 -1.256 GBP 95.865 0.007 2.5 1.761 GOLD_micro -524.031 0.009 2.5 -12.061 HEATOIL -7.060 0.029 2.5 -0.518 JPY -83.672 0.027 2.5 -5.571 LEANHOG -53.711 0.019 2.5 -2.581 LIVECOW 54.075 0.011 2.5 1.495 MXP 458.135 0.005 2.5 5.769 NASDAQ 10.010 0.022 2.5 0.559 NIKKEI 248.382 0.078 2.5 48.526 NZD 69.890 0.007 2.5 1.149 OAT 86.986 0.008 2.5 1.807 OJ -21.082 0.007 2.5 -0.378 PALLAD -5.608 0.010 2.5 -0.139 PLAT 18.097 0.010 2.5 0.448 REDWHEAT 29.440 0.002 2.5 0.162 ROBUSTA 147.275 0.005 2.5 1.964 RUSSELL 368.714 0.021 2.5 19.644 SILVER-mini -48.905 0.009 2.5 -1.126 SOYBEAN 41.243 0.024 2.5 2.501 SOYMEAL -4.613 0.024 2.5 -0.280 SOYOIL 100.931 0.004 2.5 0.953 SP400 17.891 0.021 2.5 0.953 SUGAR11 28.408 0.006 2.5 0.397 US10 -50.524 0.016 2.5 -1.994 US10U -77.822 0.060 2.5 -11.663 US20 -48.949 0.030 2.5 -3.711 US30 0.043 0.035 2.5 0.004 US5 -100.906 0.016 2.5 -3.982 VIX -171.847 0.078 2.5 -33.311 WHEAT -4.615 0.002 2.5 -0.025 ==================== Position diags ==================== AUD 1.62 BITCOIN 12.71 BOBL 9.36 BTP 1.21 BUND 4.82 BUXL 2.35 CAC 1.98 CAD 2.56 CANOLA 2.88 CHF 2.38 COCOA 2.86 COFFEE 0.45 COPPER 1.10 CORN 0.89 COTTON2 1.05 CRUDE_W 4.32 DAX 17.49 DOW 10.68 EUR 2.63 EUROSTX 3.07 FEEDCOW 1.40 FTSE100 6.88 GASOIL 2.40 GAS_US 0.69 GBP 1.88 GOLD_micro 6.65 HEATOIL 1.69 JPY 5.36 LEANHOG 3.23 LIVECOW 2.25 MXP 3.40 NASDAQ 0.93 NIKKEI 36.81 NZD 1.60 OAT 1.36 OJ 1.08 PALLAD 0.37 PLAT 1.36 REDWHEAT 0.31 ROBUSTA 1.70 RUSSELL 20.44 SILVER-mini 1.17 SOYBEAN 2.98 SOYMEAL 4.51 SOYOIL 0.71 SP400 0.89 SUGAR11 1.52 US10 3.58 US10U 10.29 US20 3.72 US30 3.01 US5 5.27 VIX 16.66 WHEAT 0.38 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.4 1.2 1.5 0.0 0 BITCOIN -12.9 -14.2 -11.6 -23.0 -23 BOBL 3.2 2.2 4.1 0.0 0 BTP 1.7 1.6 1.9 3.0 3 BUND 5.6 5.1 6.1 5.0 5 BUXL -1.1 -1.3 -0.8 0.0 0 CAC 1.8 1.6 2.0 2.0 2 CAD 2.9 2.6 3.2 0.0 0 CANOLA 5.8 5.5 6.0 NaN 0 CHF -3.7 -3.9 -3.4 -2.0 -2 COCOA -2.4 -2.7 -2.1 -2.0 -2 COFFEE 0.1 0.1 0.2 0.0 0 COPPER 0.6 0.5 0.7 0.0 0 CORN 1.1 1.0 1.2 7.0 7 COTTON2 0.5 0.3 0.6 1.0 1 CRUDE_W -0.6 -1.1 -0.2 -1.0 -1 DAX 5.7 4.0 7.5 0.0 0 DOW 6.8 5.7 7.8 0.0 0 EUR -2.7 -3.0 -2.5 -5.0 -5 EUROSTX 0.0 -0.3 0.3 0.0 0 FEEDCOW -1.2 -1.3 -1.0 0.0 0 FTSE100 5.6 5.0 6.3 0.0 0 GASOIL -0.5 -0.7 -0.3 -2.0 -2 GAS_US -1.3 -1.3 -1.2 0.0 0 GBP 1.8 1.6 1.9 10.0 10 GOLD_micro -12.1 -12.7 -11.4 -16.0 -16 HEATOIL -0.5 -0.7 -0.3 -1.0 -1 JPY -5.6 -6.1 -5.0 -12.0 -12 LEANHOG -2.6 -2.9 -2.3 -6.0 -6 LIVECOW 1.5 1.3 1.7 0.0 0 MXP 5.8 5.4 6.1 0.0 0 NASDAQ 0.6 0.5 0.7 0.0 0 NIKKEI 48.5 44.8 52.2 0.0 0 NZD 1.1 1.0 1.3 0.0 0 OAT 1.8 1.7 1.9 0.0 0 OJ -0.4 -0.5 -0.3 NaN 0 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT 0.4 0.3 0.6 0.0 0 REDWHEAT 0.2 0.1 0.2 0.0 0 ROBUSTA 2.0 1.8 2.1 2.0 2 RUSSELL 19.6 17.6 21.7 0.0 0 SILVER-mini -1.1 -1.2 -1.0 0.0 0 SOYBEAN 2.5 2.2 2.8 1.0 1 SOYMEAL -0.3 -0.7 0.2 -1.0 -1 SOYOIL 1.0 0.9 1.0 0.0 0 SP400 1.0 0.9 1.0 10.0 10 SUGAR11 0.4 0.2 0.5 3.0 3 US10 -2.0 -2.4 -1.6 NaN 0 US10U -11.7 -12.7 -10.6 -9.0 -9 US20 -3.7 -4.1 -3.3 0.0 0 US30 0.0 -0.3 0.3 -3.0 -3 US5 -4.0 -4.5 -3.5 -9.0 -9 VIX -33.3 -35.0 -31.6 -18.0 -18 WHEAT -0.0 -0.1 0.0 -4.0 -4 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.3 0.2 11.5 18.8 1.2 0.4 1.2 0.2 1.3 0.2 13.2 1.5 2.1 1.4 1.4 BITCOIN 1.0 1.6 1.7 1.4 0.0 2.4 0.9 2.3 1.2 0.0 2.4 0.2 2.6 0.4 2.3 5.2 2.0 1.1 1.0 1.2 1.2 0.1 1.3 0.2 21.9 26.6 1.2 0.0 1.2 0.1 1.3 0.2 8.1 0.5 2.2 1.5 1.7 BOBL 0.9 1.5 1.7 1.5 0.0 2.4 1.5 2.4 1.3 0.0 2.3 0.2 2.5 0.4 2.2 8.2 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.0 22.4 1.1 0.0 1.2 0.1 1.2 0.2 14.1 0.0 1.2 1.2 1.4 BTP 1.2 1.5 1.7 1.5 0.8 2.5 2.2 2.4 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.4 19.2 1.2 0.2 1.2 0.2 1.3 0.2 13.4 1.4 2.1 1.4 1.4 BUND 1.2 1.6 1.7 1.6 0.6 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 12.6 20.2 1.2 0.1 1.2 0.2 1.3 0.2 13.8 0.3 1.7 1.3 1.4 BUXL 1.2 1.5 1.7 1.6 0.8 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.2 1.2 1.2 0.2 1.3 0.2 12.4 19.5 1.2 0.3 1.2 0.2 1.3 0.2 13.5 1.1 2.0 1.3 1.4 CAC 1.2 1.6 1.7 1.6 1.1 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.2 4.2 2.2 2.2 1.2 1.3 0.2 1.3 0.2 11.2 19.3 1.2 0.4 1.2 0.2 1.3 0.2 13.3 1.1 2.0 1.3 1.4 CAD 1.2 1.6 1.7 1.6 0.4 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.5 0.4 2.4 7.4 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.0 20.7 1.2 0.1 1.2 0.2 1.3 0.2 12.3 1.0 2.1 1.4 1.5 CANOLA 0.1 1.1 1.4 1.1 0.0 2.0 0.0 2.0 0.7 0.0 1.9 0.0 2.1 0.2 1.7 7.2 3.7 1.9 1.9 0.9 1.0 0.0 1.0 0.1 22.7 25.3 0.8 0.0 0.9 0.0 1.0 0.1 13.5 0.0 1.0 1.2 1.4 CHF 1.2 1.6 1.7 1.6 0.5 2.6 2.2 2.5 1.5 0.2 2.5 0.3 2.6 0.4 2.4 6.8 4.0 1.9 2.0 1.2 1.2 0.2 1.3 0.2 13.8 20.7 1.2 0.2 1.2 0.2 1.3 0.2 12.8 1.0 2.1 1.4 1.5 COCOA 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 7.7 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 15.3 21.2 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 COFFEE 0.9 1.4 1.6 1.4 0.0 2.4 1.4 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.7 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.0 21.7 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.4 1.9 1.3 1.5 COPPER 1.2 1.6 1.7 1.6 0.8 2.6 2.2 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.4 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.0 1.4 2.1 1.4 1.5 CORN 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.2 21.1 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.3 1.8 1.3 1.5 COTTON2 0.0 1.0 4.5 1.3 0.0 2.2 0.0 2.2 0.1 0.0 1.1 0.0 1.1 0.2 0.3 6.9 3.5 1.8 1.8 0.2 0.6 0.0 0.6 0.0 24.6 24.6 0.2 0.0 0.6 0.0 0.6 0.0 13.3 0.0 1.3 2.8 2.8 CRUDE_W 1.2 1.6 1.7 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.0 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.6 0.6 1.9 1.3 1.4 DAX 1.3 1.7 1.8 1.6 0.8 2.7 2.4 2.6 1.5 0.2 2.5 0.4 2.7 0.4 2.5 3.7 3.6 1.6 1.7 1.3 1.3 0.2 1.3 0.2 14.9 22.0 1.3 0.3 1.3 0.2 1.3 0.2 13.0 0.6 2.0 1.4 1.5 DOW 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.6 4.2 2.1 2.1 1.3 1.3 0.2 1.3 0.2 11.6 19.1 1.3 0.5 1.3 0.2 1.3 0.2 12.1 1.4 2.1 1.4 1.5 EUR 1.2 1.6 1.8 1.6 0.7 2.6 2.3 2.5 1.5 0.2 2.5 0.4 2.6 0.4 2.5 6.7 4.1 1.9 2.0 1.2 1.3 0.2 1.3 0.2 13.7 20.8 1.2 0.3 1.3 0.2 1.3 0.2 11.7 0.8 2.1 1.4 1.5 EUROSTX 1.1 1.5 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 13.2 20.8 1.2 0.2 1.2 0.2 1.3 0.2 13.5 0.0 1.5 1.3 1.4 FEEDCOW 0.8 1.4 1.6 1.4 0.0 2.3 1.0 2.3 1.2 0.0 2.2 0.2 2.3 0.3 2.1 7.9 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.9 22.4 1.0 0.0 1.1 0.1 1.2 0.2 13.7 0.1 1.8 1.3 1.5 FTSE100 1.3 1.6 1.8 1.6 1.2 2.6 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 8.0 4.2 2.1 2.2 1.2 1.3 0.2 1.3 0.2 11.1 18.6 1.2 0.5 1.3 0.2 1.3 0.2 13.1 1.5 2.1 1.4 1.4 GASOIL 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.3 4.3 2.2 2.2 1.2 1.3 0.2 1.3 0.2 10.8 19.2 1.2 0.4 1.2 0.2 1.3 0.2 13.4 1.2 2.0 1.3 1.4 GAS_US 1.2 1.5 1.7 1.6 0.8 2.5 2.3 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.1 19.2 1.2 0.3 1.2 0.2 1.2 0.2 13.3 1.5 2.1 1.4 1.4 GBP 1.1 1.5 1.7 1.6 0.3 2.6 2.0 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 7.6 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.3 21.1 1.2 0.0 1.2 0.1 1.3 0.2 12.1 0.6 2.0 1.4 1.5 GOLD_micro 1.2 1.6 1.8 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.5 7.9 4.2 2.1 2.1 1.2 1.3 0.2 1.3 0.2 12.5 19.9 1.2 0.3 1.3 0.2 1.3 0.2 12.5 0.7 1.9 1.3 1.5 HEATOIL 1.3 1.6 1.8 1.6 1.0 2.7 2.4 2.6 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.6 4.4 2.3 2.3 1.3 1.3 0.2 1.3 0.2 9.6 20.2 1.2 0.4 1.3 0.2 1.3 0.2 13.9 0.2 1.7 1.3 1.4 JPY 1.2 1.6 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 13.7 20.3 1.2 0.2 1.2 0.2 1.3 0.2 12.6 1.2 2.1 1.4 1.5 LEANHOG 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.3 1.3 0.0 2.3 0.3 2.4 0.4 2.2 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.1 21.1 1.1 0.0 1.1 0.1 1.2 0.2 13.7 0.7 2.0 1.3 1.5 LIVECOW 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 8.0 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.3 21.8 1.1 0.0 1.1 0.1 1.2 0.2 13.8 0.2 1.9 1.3 1.5 MXP 0.9 1.4 1.6 1.4 0.0 2.4 1.2 2.3 1.2 0.0 2.3 0.2 2.5 0.4 2.2 7.5 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 17.9 23.2 1.1 0.0 1.2 0.1 1.2 0.2 11.1 0.0 1.9 1.4 1.5 NASDAQ 1.3 1.7 1.8 1.6 1.3 2.7 2.6 2.6 1.6 0.5 2.5 0.4 2.6 0.4 2.5 6.8 4.0 1.9 2.0 1.3 1.3 0.2 1.3 0.2 11.4 18.7 1.3 0.5 1.3 0.2 1.3 0.2 13.0 1.7 2.3 1.4 1.5 NIKKEI 1.2 1.6 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.3 2.5 0.3 2.6 0.4 2.4 5.9 3.6 1.8 1.8 1.2 1.3 0.2 1.3 0.2 14.0 20.6 1.2 0.3 1.2 0.2 1.3 0.2 13.1 1.2 2.1 1.4 1.5 NZD 1.1 1.5 1.7 1.5 0.1 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 15.0 21.7 1.2 0.0 1.2 0.1 1.2 0.2 13.1 0.1 1.8 1.4 1.5 OAT 1.1 1.6 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.2 0.2 13.3 20.1 1.2 0.1 1.2 0.1 1.3 0.2 13.7 0.5 1.8 1.3 1.4 OJ 0.0 1.8 2.5 2.2 0.0 1.3 0.0 1.3 0.4 0.0 0.7 0.0 0.7 0.3 0.6 7.3 3.7 1.9 1.9 0.3 0.3 0.0 0.3 0.1 25.7 25.7 0.3 0.0 0.3 0.0 0.3 0.1 14.1 0.0 2.6 1.4 1.5 PALLAD 1.0 1.5 1.7 1.4 0.0 2.4 1.1 2.4 1.2 0.0 2.3 0.2 2.5 0.4 2.2 5.8 3.4 1.6 1.7 1.1 1.2 0.1 1.2 0.2 18.4 23.7 1.1 0.0 1.2 0.1 1.2 0.2 12.5 0.0 1.9 1.4 1.5 PLAT 1.1 1.6 1.7 1.5 0.0 2.6 1.9 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 6.5 3.8 1.8 1.9 1.2 1.2 0.1 1.3 0.2 15.9 22.4 1.2 0.0 1.2 0.1 1.3 0.2 12.5 0.0 1.9 1.4 1.5 REDWHEAT 1.1 1.5 1.7 1.5 0.2 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.0 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 ROBUSTA 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 7.8 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.7 22.2 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 RUSSELL 1.3 1.7 1.8 1.7 1.2 2.7 2.6 2.6 1.6 0.5 2.6 0.4 2.7 0.4 2.5 6.1 3.9 1.8 1.9 1.3 1.3 0.2 1.3 0.2 12.8 20.1 1.3 0.5 1.3 0.2 1.3 0.2 11.7 1.5 2.2 1.4 1.5 SILVER-mini 1.2 1.7 1.9 1.7 0.0 2.8 1.7 2.7 1.5 0.0 2.7 0.3 2.8 0.4 2.6 6.1 3.4 1.6 1.6 1.3 1.3 0.1 1.4 0.2 21.5 28.1 1.3 0.0 1.3 0.1 1.4 0.2 0.0 0.0 1.7 1.5 1.7 SOYBEAN 1.0 1.5 1.6 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 21.0 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.2 1.8 1.3 1.5 SOYMEAL 1.1 1.5 1.7 1.5 0.3 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 13.9 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.5 0.8 2.0 1.3 1.5 SOYOIL 1.1 1.5 1.7 1.5 0.0 2.5 1.8 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.3 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.7 2.0 1.3 1.5 SP400 1.2 1.7 1.9 1.6 0.3 2.7 2.1 2.6 1.5 0.0 2.6 0.3 2.7 0.4 2.5 4.8 3.6 1.5 1.7 1.3 1.3 0.2 1.3 0.2 16.1 23.6 1.2 0.0 1.3 0.1 1.3 0.2 11.1 0.0 1.8 1.4 1.6 SUGAR11 0.9 1.4 1.6 1.4 0.0 2.4 1.3 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.8 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.6 22.0 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 US10 1.1 1.6 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.6 23.6 1.1 0.0 1.2 0.1 1.2 0.2 13.9 0.0 0.0 0.7 1.2 US10U 1.1 1.5 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 13.6 20.7 1.2 0.1 1.2 0.1 1.3 0.2 13.8 0.0 1.4 1.2 1.4 US20 1.1 1.6 1.7 1.6 0.1 2.6 2.0 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.9 4.2 2.1 2.1 1.2 1.2 0.1 1.3 0.2 13.7 21.9 1.2 0.0 1.2 0.1 1.3 0.2 13.8 0.0 0.9 1.2 1.4 US30 1.2 1.5 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.5 19.9 1.2 0.2 1.2 0.2 1.3 0.2 13.7 0.6 1.8 1.3 1.4 US5 1.1 1.5 1.7 1.5 0.0 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.2 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 14.5 22.3 1.2 0.0 1.2 0.1 1.2 0.2 14.0 0.0 0.3 1.1 1.4 VIX 1.2 5.2 6.3 1.9 0.0 3.5 1.1 3.5 1.4 0.0 3.3 0.2 3.5 0.4 3.1 15.7 8.0 4.1 4.1 1.5 1.7 0.0 1.7 0.2 0.0 23.1 1.5 0.0 1.7 0.1 1.7 0.2 0.0 0.0 0.0 0.0 0.0 WHEAT 1.0 1.5 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.1 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.5 1.9 1.3 1.5 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 0.2 0.1 -0.1 0.0 0.1 0.1 0.2 0.0 0.1 0.1 -0.0 0.1 -0.2 0.0 0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 0.0 1.4 2.2 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.1 0.2 0.0 -0.2 BITCOIN -0.1 -0.2 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 -0.0 -0.2 -0.0 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.7 -4.8 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 BOBL -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -1.3 0.2 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 1.6 2.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.5 -0.0 -0.2 -0.0 -0.0 BTP 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 0.2 0.0 -0.2 0.0 0.3 0.7 0.5 0.2 0.2 0.1 0.1 0.0 -0.1 0.0 -1.2 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 2.4 0.3 0.4 0.3 0.1 BUND -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 0.6 0.5 0.2 0.2 -0.1 -0.1 -0.0 -0.2 -0.0 0.9 2.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.3 -0.0 -0.1 0.0 -0.0 BUXL 0.1 -0.0 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.3 -0.0 -0.4 -0.0 -0.2 0.2 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 1.1 -2.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 0.1 0.0 -0.0 -0.1 CAC -0.1 -0.3 0.2 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.3 0.0 0.3 -0.0 0.2 -0.1 0.2 0.1 0.1 0.0 0.2 0.0 0.2 0.0 -0.7 1.7 0.0 0.0 0.1 0.0 0.1 0.0 2.0 -0.0 -0.4 -0.2 -0.1 CAD 0.2 0.2 0.2 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.1 0.0 -0.2 0.1 0.3 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 1.8 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 0.1 -0.0 0.2 0.1 -0.0 CANOLA 0.0 0.1 -0.2 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.2 1.4 0.7 0.4 0.4 -0.1 -0.2 0.0 -0.2 0.0 4.5 3.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 2.7 0.0 0.1 0.0 -0.3 CHF -0.1 -0.2 0.1 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.3 0.0 0.2 -0.0 0.1 -1.1 -0.6 -0.3 -0.3 0.0 0.1 0.0 0.1 0.0 -0.6 -2.4 0.0 0.0 0.0 0.0 0.0 0.0 -2.6 -0.1 -0.3 -0.2 0.1 COCOA 0.1 0.1 0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 0.4 0.0 0.3 0.1 0.4 0.0 -0.0 0.0 0.0 0.2 0.2 0.0 0.2 0.0 -3.1 -2.2 0.1 0.0 0.1 0.0 0.1 0.0 -2.4 0.2 0.4 0.3 0.3 COFFEE -0.1 -0.1 0.2 -0.1 0.0 -0.1 0.1 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.4 0.2 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.2 2.2 0.0 -0.0 0.0 0.0 0.0 0.0 -1.1 -0.1 0.1 0.2 0.3 COPPER 0.2 -0.2 -0.2 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 0.0 0.7 2.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.3 0.4 -0.2 -0.3 CORN 0.2 0.2 -0.2 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 0.0 -0.2 0.0 -0.0 -0.4 0.5 0.0 0.2 0.0 -0.1 0.0 -0.1 0.0 3.0 2.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.1 0.4 0.2 -0.2 COTTON2 0.0 0.1 0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.0 0.0 0.9 0.3 0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 -2.2 3.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -1.1 -0.0 0.0 0.6 0.5 CRUDE_W -0.0 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.5 0.4 0.2 0.2 -0.1 -0.1 0.0 -0.0 -0.0 -2.3 2.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.9 -0.1 0.0 0.0 0.2 DAX -0.0 -0.1 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.4 0.0 0.3 0.0 0.3 -0.3 -0.3 -0.1 -0.1 0.1 0.2 0.0 0.2 0.0 -1.6 2.2 0.1 0.0 0.1 0.0 0.1 0.0 -0.5 0.0 -0.2 0.0 0.0 DOW 0.2 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 -0.7 -0.3 -0.2 -0.2 0.1 0.0 0.0 0.0 0.0 1.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.5 0.0 0.1 -0.1 -0.1 EUR 0.0 -0.3 0.1 0.0 0.1 0.1 0.2 0.0 0.1 0.0 0.3 0.0 0.1 -0.0 -0.0 -0.5 -0.4 -0.2 -0.2 -0.0 0.0 0.0 0.0 0.0 -0.7 -2.3 -0.0 0.0 0.0 0.0 0.0 0.0 -1.1 -0.0 -0.1 -0.2 -0.0 EUROSTX -0.0 -0.1 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.4 0.0 0.4 0.0 0.3 -0.4 0.1 -0.1 -0.0 0.1 0.2 0.0 0.2 0.0 -1.2 -1.8 0.1 0.0 0.1 0.0 0.1 0.0 1.3 0.0 -0.2 -0.0 -0.0 FEEDCOW -0.0 0.1 0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.3 -0.0 0.3 0.0 0.3 -1.6 -0.8 -0.4 -0.4 0.2 0.2 -0.0 0.2 0.0 -3.4 2.7 0.1 -0.0 0.1 -0.0 0.1 0.0 -2.7 -0.0 0.1 0.3 0.3 FTSE100 0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.0 0.1 -0.0 -0.2 0.1 0.7 0.3 0.4 -0.1 -0.1 0.0 -0.0 -0.0 -0.5 1.9 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.6 -0.2 -0.3 0.1 0.0 GASOIL 0.2 0.1 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.3 0.0 -0.1 0.0 -0.2 0.4 0.8 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 0.2 -3.0 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.8 0.0 0.1 0.0 0.0 GAS_US 0.0 0.3 -0.3 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.4 0.0 -0.4 -0.0 -0.3 -1.6 -0.8 -0.4 -0.4 -0.1 -0.2 0.0 -0.2 -0.0 0.6 -1.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.2 -0.2 0.2 0.1 GBP 0.1 -0.0 0.2 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.4 0.0 0.1 0.0 0.3 -0.1 -0.1 -0.0 -0.0 0.1 0.1 0.0 0.0 0.0 -0.1 2.0 0.1 0.0 0.0 0.0 -0.0 0.0 0.2 0.0 0.2 0.1 0.2 GOLD_micro -0.1 -0.2 0.2 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 -0.0 0.2 -0.1 0.0 -1.1 -0.5 -0.3 -0.3 -0.1 0.1 -0.0 0.1 -0.0 -1.7 -2.7 -0.0 0.0 0.0 -0.0 0.0 -0.0 -2.1 -0.0 -0.3 -0.1 0.1 HEATOIL 0.1 0.0 -0.3 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.3 0.0 -0.1 0.0 -0.2 0.1 0.9 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 -0.6 -2.7 -0.0 0.0 -0.1 0.0 -0.0 0.0 1.2 0.0 0.2 0.1 0.0 JPY -0.1 -0.3 -0.2 0.0 0.1 0.1 0.2 0.0 0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.4 -1.3 -0.6 -0.3 -0.3 -0.2 -0.2 -0.0 -0.2 -0.0 1.5 2.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.5 -0.2 -0.4 -0.3 -0.3 LEANHOG 0.2 0.1 -0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.3 0.0 -0.3 0.0 -0.2 1.6 -0.8 -0.2 -0.4 -0.1 -0.2 0.0 -0.2 0.0 3.0 -2.3 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -2.7 0.1 -0.0 -0.1 -0.3 LIVECOW 0.2 0.1 0.1 -0.1 0.0 -0.1 0.1 -0.0 -0.0 -0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.6 0.4 0.4 0.2 0.2 0.0 0.1 0.0 -3.3 -2.2 0.1 -0.0 0.1 0.0 0.0 0.0 2.8 -0.0 0.4 0.3 0.3 MXP 0.2 0.2 0.3 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.4 0.0 0.4 0.1 0.4 1.5 0.8 0.4 0.4 0.2 0.2 0.0 0.2 0.0 -3.6 2.2 0.1 0.0 0.1 0.0 0.1 0.0 2.2 -0.0 0.4 0.3 0.3 NASDAQ 0.3 0.3 0.4 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.4 0.1 0.0 0.1 0.4 -0.7 -0.3 -0.2 -0.2 0.3 0.3 0.0 0.2 0.0 -1.9 1.9 0.1 0.0 0.1 0.0 0.0 0.0 -0.7 0.2 0.5 0.3 0.3 NIKKEI 0.1 0.3 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.4 0.0 0.3 0.1 0.4 0.9 0.5 0.2 0.2 0.2 0.3 0.0 0.2 0.0 -1.1 -1.9 0.1 0.0 0.1 0.0 0.0 0.0 2.6 0.2 0.4 0.3 0.3 NZD -0.0 -0.0 -0.0 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.7 2.3 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.8 -0.0 -0.3 -0.1 -0.2 OAT 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 0.7 0.5 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 0.6 2.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.6 -0.0 -0.0 0.1 -0.0 OJ -0.0 -0.4 0.3 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 -0.0 0.1 0.0 0.1 1.4 0.7 0.4 0.4 0.0 0.1 0.0 0.1 0.0 -5.1 -3.7 0.0 0.0 0.0 0.0 0.0 0.0 2.8 -0.0 0.5 0.3 0.3 PALLAD -0.1 -0.0 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.3 -0.0 -0.4 -0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 3.7 -2.6 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.3 -0.1 -0.2 PLAT -0.2 -0.2 0.1 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 2.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.4 -0.1 0.0 REDWHEAT -0.1 0.1 0.1 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.0 -0.0 0.3 0.2 0.1 0.1 -0.0 -0.1 0.0 -0.1 -0.0 0.5 2.6 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.8 -0.1 0.1 0.2 0.1 ROBUSTA 0.1 0.1 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.4 0.0 0.3 0.1 0.3 1.6 0.5 0.3 0.3 0.2 0.2 0.0 0.2 0.0 -3.3 2.1 0.1 0.0 0.1 0.0 0.1 0.0 0.7 0.0 0.4 0.3 0.3 RUSSELL 0.3 0.2 -0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.0 -0.1 0.0 -0.2 0.1 0.0 -0.4 -0.2 -0.1 -0.1 0.1 -0.0 0.0 -0.1 0.0 2.2 2.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.3 0.0 -0.3 SILVER-mini -0.0 -0.3 0.2 0.0 0.0 0.1 0.0 0.0 -0.0 0.0 0.2 0.0 0.1 -0.0 0.1 -0.4 -0.2 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.0 -1.2 -3.2 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.0 SOYBEAN 0.2 0.0 -0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 0.0 -0.2 0.0 -0.2 1.0 0.8 0.4 0.4 -0.1 -0.1 0.0 -0.1 0.0 2.0 -2.5 -0.0 0.0 -0.0 0.0 -0.0 0.0 2.7 0.0 0.4 0.1 -0.3 SOYMEAL 0.1 -0.3 -0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 -0.3 1.6 0.8 0.4 0.4 -0.2 -0.1 0.0 0.0 -0.0 -2.6 -2.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 2.7 0.1 0.2 -0.1 -0.2 SOYOIL 0.2 0.2 -0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.3 0.0 -0.3 0.0 -0.1 0.7 0.5 0.1 0.1 -0.0 -0.2 0.0 -0.1 0.0 2.7 2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.3 0.1 0.4 0.3 -0.1 SP400 0.2 0.1 -0.1 0.1 0.0 0.1 0.2 0.1 0.1 0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.3 -0.2 -0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 2.6 2.4 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.2 -0.1 -0.3 SUGAR11 -0.1 -0.0 0.3 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 0.3 0.0 0.3 0.0 0.3 0.3 0.8 0.2 0.4 0.2 0.2 0.0 0.2 0.0 -3.3 -2.3 0.1 0.0 0.1 0.0 0.1 0.0 2.7 0.0 0.1 0.3 0.3 US10 -0.1 -0.2 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.1 -0.1 -0.7 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 2.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.1 -0.0 -0.0 -0.1 -0.0 US10U -0.1 -0.2 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.3 -0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -2.9 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 0.0 -0.3 -0.2 -0.0 US20 -0.0 -0.2 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.6 0.0 -0.1 -0.2 -0.0 US30 0.0 -0.2 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.0 0.0 -0.3 -0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 2.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.3 0.1 -0.1 -0.1 -0.1 US5 -0.2 -0.2 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.1 -1.1 -0.3 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 0.1 2.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.5 -0.0 -0.1 -0.2 -0.0 VIX -0.2 -1.0 -1.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.5 -0.0 -0.5 -0.1 -0.5 -3.1 -1.6 -0.8 -0.8 -0.3 -0.3 -0.0 -0.3 -0.0 NaN -3.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN WHEAT 0.2 0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.3 0.0 -0.4 0.0 -0.2 -0.9 -0.4 -0.3 -0.2 -0.1 -0.2 0.0 -0.2 0.0 2.8 2.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.1 0.4 0.1 -0.2 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 19.7 4.8 -3.0 2.4 9.2 2.0 9.2 0.4 5.0 11.3 -1.7 14.4 -6.1 10.4 1.0 -2.4 -3.2 -3.2 -3.4 3.7 -3.1 20.0 -6.4 16.1 11.7 11.7 2.1 8.0 -0.5 10.0 -2.0 6.7 -0.7 9.8 10.4 3.0 -12.7 BITCOIN -7.1 -12.8 10.8 0.6 3.5 1.9 1.6 1.7 0.2 4.9 8.6 -4.4 -6.5 -11.0 2.9 -4.4 -2.9 -4.3 -3.6 -2.4 4.5 -3.3 1.0 -6.4 3.0 -18.1 -2.8 2.7 1.2 -2.2 1.5 -4.4 -0.3 0.7 -6.5 -7.2 -6.1 BOBL -7.1 -3.9 -6.3 -0.8 -5.2 -0.0 -3.2 -2.7 -2.1 -13.2 -3.1 -12.5 -11.8 -11.1 -0.0 -15.5 3.8 -3.2 0.4 -7.6 -7.7 -20.0 -17.0 -13.7 10.4 10.8 -2.7 -10.8 -1.6 -9.5 -6.0 -6.2 3.2 -17.3 -16.3 -2.3 -1.7 BTP 14.5 5.6 9.3 -0.8 -5.2 -0.0 -3.2 -2.7 -2.1 4.4 10.1 11.7 -6.1 11.2 11.3 8.0 11.5 9.1 10.2 8.4 4.8 8.8 -4.9 10.5 -9.7 11.4 5.0 1.4 4.0 4.6 -0.6 5.5 18.0 19.0 20.0 19.4 7.6 BUND -0.3 -1.6 -5.6 -0.8 -5.2 -0.0 -3.2 -2.7 -2.1 -12.1 -5.2 -8.3 -12.7 -7.4 -0.7 7.4 11.7 7.8 9.1 -5.1 -7.4 -11.9 -17.9 -7.8 6.7 12.3 -1.7 -8.2 -1.3 -6.5 -6.0 -4.1 17.0 -6.8 -6.1 0.7 -2.1 BUXL 6.1 -2.6 -10.7 -0.8 -5.2 -0.0 -3.2 -2.7 -2.1 -9.1 -12.1 -0.9 -14.4 -4.8 -8.5 2.6 1.4 2.3 2.4 -6.7 -11.8 -3.5 -20.0 -4.1 9.2 -10.8 -2.2 -3.0 -3.2 -2.0 -7.3 -2.0 2.6 6.6 2.5 -0.4 -6.9 CAC -9.7 -16.6 10.3 4.6 6.9 4.1 7.1 3.0 5.7 12.0 13.3 3.5 13.5 -0.1 7.9 -1.8 3.7 3.2 3.7 3.5 12.6 8.9 17.7 1.8 -6.2 8.9 1.2 9.0 4.8 4.9 6.9 1.0 15.0 -3.0 -20.0 -11.3 -6.5 CAD 16.8 10.6 11.2 2.4 9.2 2.0 9.2 0.4 5.0 12.0 3.9 14.9 -8.5 13.2 11.1 -2.6 -2.3 -2.9 -2.7 9.6 2.3 20.0 -5.3 17.1 12.7 10.4 4.4 8.0 1.7 9.0 -1.4 7.2 0.7 -2.3 11.7 8.3 -0.3 CANOLA 19.5 4.7 -12.7 -2.9 10.4 -3.1 6.3 -1.9 0.5 14.0 -12.4 12.9 -14.2 3.3 -9.3 18.8 20.0 20.0 20.0 -11.1 -20.0 20.0 -17.4 8.1 20.0 13.2 -3.7 10.3 -6.7 7.6 -5.9 1.9 20.0 20.0 12.6 1.5 -20.0 CHF -5.4 -13.0 7.4 2.4 9.2 2.0 9.2 0.4 5.0 7.6 10.7 6.0 9.3 -6.4 3.3 -15.8 -15.2 -15.9 -15.7 0.3 5.2 8.1 5.7 0.9 -4.6 -11.5 0.5 6.1 3.0 4.9 2.5 0.8 -20.0 -14.7 -13.2 -11.5 4.1 COCOA 7.7 5.8 20.0 -3.6 9.0 -3.3 4.4 -1.9 -0.8 11.7 15.9 14.0 12.8 14.7 15.6 0.4 -0.9 0.4 0.2 20.0 20.0 20.0 17.8 20.0 -20.0 -10.4 6.4 6.7 6.2 7.5 4.9 6.9 -17.5 20.0 20.0 20.0 20.0 COFFEE -6.3 -4.1 10.7 -3.6 9.0 -3.3 4.4 -1.9 -0.8 -7.4 4.0 -2.3 -3.7 -5.5 -1.2 5.7 5.0 6.3 5.8 0.8 1.6 -1.4 -1.9 -1.3 -7.7 10.0 3.6 -0.5 3.2 1.3 0.6 2.5 -7.7 -17.0 7.0 16.7 20.0 COPPER 16.5 -14.3 -10.1 0.4 2.9 1.8 0.8 1.7 -0.3 12.4 -0.8 14.6 -4.2 0.9 -6.4 -2.6 -1.2 -2.2 -1.8 -6.5 -6.6 16.6 -3.3 5.2 5.6 11.1 -2.6 6.2 -3.1 5.6 -1.6 1.7 2.5 20.0 18.2 -14.6 -20.0 CORN 20.0 13.2 -9.4 -3.6 9.0 -3.3 4.4 -1.9 -0.8 13.8 -8.9 15.0 -8.7 7.9 -1.5 -4.5 12.9 1.9 8.2 1.8 -7.2 20.0 -5.9 16.8 20.0 11.0 0.3 13.1 -3.7 9.6 -3.5 5.7 2.0 20.0 20.0 14.7 -13.7 COTTON2 6.1 12.7 4.4 -3.6 9.0 -3.3 4.4 -1.9 -0.8 -11.6 2.6 6.9 -11.6 8.9 8.2 13.0 7.3 5.8 3.8 4.9 -1.5 -0.2 -7.4 5.2 -9.0 12.0 3.1 -4.0 0.5 -0.7 -0.5 2.8 -8.2 -20.0 2.2 20.0 17.1 CRUDE_W -0.4 -6.8 -6.0 -3.3 8.4 -5.1 4.5 -3.0 0.6 9.4 -6.2 0.4 -7.8 -7.2 -7.0 5.7 10.2 7.0 8.1 -6.3 -6.3 1.3 -2.6 -3.8 -19.4 10.8 -0.9 5.6 -1.9 2.5 0.7 1.1 -6.3 -15.3 2.5 2.6 11.5 DAX -0.5 -5.0 11.4 4.6 2.1 4.1 5.3 3.0 5.4 6.3 15.1 10.8 13.0 8.7 12.4 -8.6 -6.9 -8.5 -8.3 9.8 14.6 11.2 14.9 9.3 -11.0 9.9 5.2 3.1 7.0 5.7 6.7 4.9 -4.2 1.6 -11.9 2.4 0.2 DOW 13.8 -0.3 2.5 4.6 6.9 4.1 7.1 3.0 5.7 11.3 5.4 14.1 4.4 10.3 8.8 -9.0 -6.6 -8.7 -8.2 5.9 3.0 16.8 1.8 12.2 8.5 10.8 3.5 6.8 2.3 8.1 1.9 6.4 -3.9 3.0 4.0 -7.8 -6.3 EUR 2.1 -15.9 4.9 2.4 9.2 2.0 9.2 0.4 5.0 11.9 10.0 10.7 2.7 -4.7 -1.9 -8.1 -8.6 -7.9 -8.1 -2.1 2.2 15.6 1.5 3.2 -5.2 -11.1 -0.5 9.2 1.1 7.7 0.4 2.0 -9.3 -1.3 -5.2 -14.6 -2.5 EUROSTX -2.8 -8.4 11.8 4.6 2.1 4.1 5.3 3.0 5.4 7.3 15.1 10.1 14.3 7.6 12.4 -5.3 1.7 -3.6 -0.9 8.3 14.7 9.9 17.3 7.2 -9.4 -8.5 4.7 4.7 7.4 5.9 8.3 4.4 9.9 0.6 -13.9 -2.2 -1.5 FEEDCOW -4.4 6.2 20.0 -3.6 9.0 -3.3 4.4 -1.9 -0.8 -12.4 14.4 -5.8 12.9 8.7 13.1 -20.0 -20.0 -20.0 -20.0 20.0 20.0 -6.9 18.9 11.3 -20.0 12.2 5.4 -5.0 7.3 -2.9 6.3 1.4 -20.0 -20.0 6.5 20.0 20.0 FTSE100 0.7 -18.6 -9.2 -2.3 5.4 -3.1 4.8 -2.4 1.1 13.1 -6.5 9.7 2.0 -7.7 -9.6 0.8 15.8 12.4 16.4 -10.7 -8.9 8.8 -0.9 -2.7 -4.5 10.2 -3.2 5.6 -4.3 4.7 -3.0 0.3 20.0 -14.0 -14.5 5.7 3.2 GASOIL 16.1 3.4 -19.2 -3.0 5.5 -5.1 4.5 -3.0 1.0 9.3 -11.9 12.4 -2.4 5.9 -6.6 4.5 18.9 6.8 12.6 -5.6 -12.7 13.9 -4.9 5.7 1.9 -15.4 -2.3 8.4 -5.6 6.8 -3.5 2.9 6.2 3.6 6.2 3.3 1.2 GAS_US 2.9 19.8 -20.0 -3.3 8.4 -5.1 4.5 -3.0 0.6 13.7 -16.4 2.7 -15.6 -3.7 -12.9 -20.0 -19.1 -20.0 -20.0 -12.4 -20.0 11.0 -20.0 -0.3 5.4 -9.3 -2.1 11.4 -5.7 6.2 -5.2 1.8 -20.0 12.5 -7.5 13.8 5.9 GBP 9.5 -0.6 13.6 2.4 9.2 2.0 9.2 0.4 5.0 12.0 14.4 14.0 3.5 10.0 12.7 -1.4 -1.9 -1.7 -1.9 10.9 9.9 20.0 3.8 16.0 -0.6 9.4 4.6 10.0 3.4 10.4 -0.1 7.0 1.7 6.8 12.2 8.9 11.0 GOLD_micro -11.6 -15.1 9.9 0.4 2.9 1.8 0.8 1.7 -0.3 1.4 9.4 -8.1 5.9 -13.2 2.0 -14.1 -12.1 -13.5 -13.2 -4.2 5.9 -5.1 8.9 -9.0 -13.4 -13.8 -2.3 0.2 2.1 -2.6 3.7 -4.5 -16.7 -3.1 -15.4 -10.7 7.4 HEATOIL 11.0 1.4 -17.9 -3.3 8.4 -5.1 4.5 -3.0 0.6 12.6 -12.6 11.1 -3.1 0.3 -8.8 1.2 20.0 5.2 12.9 -7.7 -12.7 11.9 -4.8 2.1 -5.8 -13.6 -1.4 10.7 -4.2 6.9 -0.5 3.3 8.7 5.0 10.4 5.2 0.5 JPY -5.6 -20.0 -13.3 2.4 9.2 2.0 9.2 0.4 5.0 -14.0 -6.9 -15.0 -9.5 -15.5 -15.5 -18.3 -15.0 -17.3 -16.5 -20.0 -17.6 -18.7 -16.0 -20.0 10.8 9.9 -5.6 -6.6 -3.9 -5.6 -4.0 -5.7 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 5.5 -20.0 -3.6 9.0 -3.3 4.4 -1.9 -0.8 13.7 -12.2 14.3 -13.0 4.1 -7.6 20.0 -20.0 -8.8 -20.0 -10.5 -20.0 20.0 -18.0 7.4 20.0 -11.1 -5.3 4.1 -7.2 3.0 -6.1 -1.1 -20.0 8.9 -2.3 -4.4 -20.0 LIVECOW 16.9 8.7 7.6 -3.6 9.0 -3.3 4.4 -1.9 -0.8 -10.0 14.1 7.3 13.0 10.8 13.2 20.0 14.1 20.0 20.0 20.0 17.8 8.6 12.0 20.0 -20.0 -10.0 5.6 -0.8 4.7 2.0 3.7 5.1 20.0 -20.0 20.0 20.0 20.0 MXP 19.4 12.5 20.0 2.4 9.2 2.0 9.2 0.4 5.0 13.6 16.3 15.8 16.0 16.1 16.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 9.7 6.4 4.3 6.4 6.3 6.4 6.7 20.0 -0.3 20.0 20.0 20.0 NASDAQ 20.0 20.0 20.0 4.6 6.9 4.1 7.1 3.0 5.7 12.6 15.6 15.2 1.5 16.1 16.6 -10.5 -7.4 -9.8 -8.9 20.0 20.0 20.0 13.1 20.0 -16.7 10.2 6.4 4.1 5.2 5.4 3.2 6.4 -5.0 11.8 20.0 20.0 20.0 NIKKEI 9.0 20.0 20.0 4.6 2.1 4.1 5.3 3.0 5.4 10.5 15.6 14.2 13.3 15.6 16.2 15.3 12.7 11.9 12.3 20.0 20.0 20.0 15.5 20.0 -7.7 -9.1 6.2 2.8 4.6 4.9 2.5 6.2 20.0 20.0 20.0 20.0 20.0 NZD -0.4 -2.8 -2.4 2.4 9.2 2.0 9.2 0.4 5.0 10.2 2.3 6.3 -2.0 -2.7 -5.8 0.9 0.8 0.9 0.8 -3.5 -3.6 11.9 -4.2 2.8 4.7 10.8 -1.1 5.7 -1.1 6.1 -1.7 1.7 6.3 -9.5 -19.2 -4.2 -10.8 OAT 3.8 0.9 -2.7 -0.8 -5.2 -0.0 -3.2 -2.7 -2.1 -10.9 -5.8 -2.5 -12.5 -2.2 1.3 8.4 12.0 10.2 11.1 -2.8 -6.0 -7.0 -15.8 -3.8 4.4 12.7 -0.4 -6.3 -0.6 -4.3 -6.3 -2.2 19.2 -1.2 -0.4 4.7 -1.8 OJ -3.3 -19.2 10.7 -3.6 9.0 -3.3 4.4 -1.9 -0.8 4.8 12.7 -1.3 14.5 3.4 9.1 19.5 20.0 20.0 20.0 13.2 20.0 3.1 20.0 4.6 -20.0 -14.3 5.2 3.7 8.5 2.0 11.1 2.9 20.0 -20.0 20.0 20.0 20.0 PALLAD -13.9 -1.8 -2.4 0.4 2.9 1.8 0.8 1.7 -0.3 11.1 -14.3 -5.5 -14.8 -10.9 -10.7 -3.0 -2.6 -3.0 -2.9 -14.3 -18.0 -2.7 -20.0 -12.3 20.0 -11.1 -3.2 5.2 -3.7 -0.0 -5.0 -3.3 0.3 -2.8 -14.3 -10.4 -10.6 PLAT -18.6 -11.6 4.9 0.4 2.9 1.8 0.8 1.7 -0.3 -10.8 1.8 -13.5 4.6 -13.9 -2.1 -2.2 -1.8 -2.3 -2.1 -6.9 1.3 -14.0 3.9 -14.1 -0.8 11.2 -2.2 -3.5 0.9 -5.3 1.5 -5.2 1.7 -10.8 -20.0 -9.1 1.7 REDWHEAT -6.2 4.0 4.7 -3.6 9.0 -3.3 4.4 -1.9 -0.8 9.6 -6.7 -0.4 -12.3 -1.2 -0.8 3.1 5.5 5.9 6.7 -4.0 -5.1 4.6 -5.3 -2.5 3.4 12.9 -0.3 11.4 -2.0 4.5 -1.3 1.5 -6.3 -15.6 4.4 13.7 6.5 ROBUSTA 9.9 6.4 20.0 -2.9 10.4 -3.1 6.3 -1.9 0.5 13.6 15.7 14.5 12.5 15.2 16.0 20.0 12.3 16.2 14.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.6 6.6 4.5 6.2 5.2 4.3 5.9 5.3 16.4 20.0 20.0 20.0 RUSSELL 20.0 14.0 -2.9 4.6 6.9 4.1 7.1 3.0 5.7 7.8 -5.4 12.1 -8.8 12.4 0.1 -6.1 -5.1 -6.1 -5.9 8.3 -0.2 14.5 -4.9 16.3 17.4 10.0 3.4 1.5 0.6 5.2 -0.3 6.2 -0.6 3.1 14.4 2.4 -18.4 SILVER-mini -0.9 -18.3 10.6 0.4 2.9 1.8 0.8 1.7 -0.3 5.4 6.7 8.3 4.0 -6.5 3.7 -6.9 -5.7 -6.6 -6.3 -1.1 4.7 3.3 5.5 -1.5 -5.4 -11.3 -0.8 2.6 1.2 1.3 1.2 -0.8 -5.3 9.6 2.5 -8.7 2.0 SOYBEAN 20.0 3.1 -18.4 -3.6 9.0 -3.3 4.4 -1.9 -0.8 14.1 -10.5 13.7 -9.2 2.2 -7.8 12.5 20.0 19.9 20.0 -6.9 -12.5 20.0 -8.2 11.4 13.3 -11.7 -1.4 15.4 -3.7 10.7 -2.3 4.4 20.0 20.0 20.0 4.5 -20.0 SOYMEAL 7.7 -20.0 -20.0 -3.6 9.0 -3.3 4.4 -1.9 -0.8 12.3 -3.6 1.0 3.9 -9.5 -14.2 20.0 20.0 20.0 20.0 -14.3 -8.5 12.0 3.0 -5.9 -18.9 -12.0 -3.9 14.9 -2.6 6.4 1.7 -0.2 20.0 11.8 8.7 -7.1 -10.9 SOYOIL 20.0 12.7 -16.9 -3.6 9.0 -3.3 4.4 -1.9 -0.8 14.1 -11.9 15.1 -10.2 8.8 -5.1 8.4 10.9 6.4 7.0 -0.4 -13.3 20.0 -11.3 20.0 18.9 12.9 1.2 11.8 -2.6 10.6 -2.4 6.8 -2.0 20.0 20.0 20.0 -10.0 SP400 20.0 6.3 -5.5 4.6 6.9 4.1 7.1 3.0 5.7 13.1 -2.4 14.4 -1.8 12.4 -1.2 -5.2 -4.9 -5.6 -5.5 6.3 0.0 18.0 -1.4 15.7 16.0 10.2 2.2 4.4 -0.2 6.9 -0.1 6.1 -0.0 8.9 9.3 -4.8 -20.0 SUGAR11 -16.9 -2.0 20.0 -3.6 9.0 -3.3 4.4 -1.9 -0.8 13.8 14.1 9.2 13.8 4.2 11.9 3.8 20.0 9.3 17.6 17.7 20.0 14.5 20.0 8.9 -20.0 -10.5 5.0 5.8 8.1 3.5 8.3 2.4 19.5 3.0 5.6 20.0 20.0 US10 -12.0 -12.8 2.9 -0.5 -1.2 0.1 -1.5 -2.7 -1.3 -7.1 0.6 -11.1 -9.9 -13.7 -2.7 -8.9 -6.8 -9.7 -9.3 -11.0 -6.1 -10.6 -10.2 -14.2 -0.8 9.7 -4.0 -2.0 -1.2 -4.2 -1.9 -5.8 -15.0 -2.9 -20.0 -17.3 -2.0 US10U -6.9 -11.3 3.2 -0.5 -1.2 0.1 -1.5 -2.7 -1.3 -4.1 1.6 -8.8 -10.0 -12.6 -3.1 0.9 -0.7 -2.3 -2.3 -9.1 -5.8 -6.8 -10.5 -10.6 -2.3 -14.1 -4.1 -1.1 -1.1 -3.6 -1.6 -5.6 -3.7 1.0 -20.0 -16.3 -3.0 US20 -1.2 -11.6 2.6 -0.5 -1.2 0.1 -1.5 -2.7 -1.3 1.1 3.3 -1.4 -8.5 -9.2 -3.0 -0.5 -1.4 -1.4 -2.0 -8.1 -5.9 -2.8 -10.4 -7.6 -0.8 -12.3 -3.9 0.2 -1.4 -2.3 -2.2 -4.7 -4.0 5.3 -14.4 -13.6 -3.3 US30 3.3 -10.3 0.3 -0.5 -1.2 0.1 -1.5 -2.7 -1.3 8.4 0.3 3.7 -10.4 -7.6 -9.1 0.1 -0.8 -0.8 -1.0 -7.8 -7.7 1.0 -14.2 -4.7 -0.8 10.0 -3.9 2.1 -1.8 -0.4 -3.0 -3.6 -2.6 12.1 -6.4 -10.4 -6.2 US5 -16.6 -14.6 0.8 -0.5 -1.2 0.1 -1.5 -2.7 -1.3 -11.5 -0.4 -13.5 -10.1 -14.5 -3.2 -13.5 -8.1 -12.3 -11.2 -13.3 -7.1 -14.6 -11.0 -17.8 0.8 10.8 -4.1 -3.1 -1.4 -4.8 -2.3 -6.0 -17.6 -6.3 -20.0 -18.9 -2.5 VIX -20.0 -20.0 -20.0 -4.9 -3.1 -4.0 -5.1 -3.7 -5.9 -13.6 -16.4 -15.7 -15.5 -16.5 -16.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -13.5 -6.0 -3.2 -5.1 -5.3 -5.0 -6.7 NaN NaN NaN NaN NaN WHEAT 18.4 5.3 -3.7 -3.6 9.0 -3.3 4.4 -1.9 -0.8 13.4 -14.0 12.2 -15.4 0.2 -9.2 -11.8 -10.1 -12.3 -11.8 -8.0 -16.6 20.0 -17.3 5.6 18.5 11.9 -1.3 14.2 -4.9 9.1 -4.6 4.2 -20.0 12.6 20.0 9.8 -11.3 End of report for caleb_strategy_v1